Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47388.01 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45990.02 Kr¶

PnL: ---------------------------------------> -898.55 Kr¶

DD now: ---------------------------------> -2.554 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:08:33.554353'

Anic Portfolio¶

Today¶

Return: 0.165 %¶

This Week¶

Return: -1.096 %¶

Total¶

Return: 55.136 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 -0.380000 2761.500000 125.500000 4.760000 2636.000010
HMS Networks 2 -1.110000 782.000000 109.000000 16.200000 673.000000
SAAB B 8 0.090000 3446.400000 69.400000 2.060000 3377.000000
Nordea Bank Abp 29 0.430000 3498.560000 44.560000 1.290000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.560000 392.000000 37.000000 10.420000 355.000000
Intrum 4 2.060000 556.000000 29.000000 5.500000 527.000000
Resurs Holding 22 1.370000 601.920000 27.920000 4.860000 573.999998
Corem Property Group B 59 0.200000 600.030000 23.030000 3.990000 576.999999
Boozt 12 0.290000 1676.400000 22.400000 1.350000 1653.999996
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Swedbank A 3 0.490000 578.700000 14.700000 2.610000 564.000000
Securitas B 6 1.290000 583.560000 13.560000 2.380000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.260000 249.840000 3.840000 1.560000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.150000 534.800000 2.800000 0.530000 532.000000
Handelsbanken A 5 0.190000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 0.780000 572.670000 -10.330000 -1.770000 582.999984
International Petroleum Corp. 5 3.710000 572.500000 -22.070000 -3.710000 594.565215
Essity B 2 0.070000 549.600000 -24.400000 -4.250000 574.000000
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 0.250000 1422.000000 -242.000000 -14.540000 1663.999992
Axfood 13 0.450000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45990.020000 -898.550000 -2.55374% 46888.564618

Updated:¶

'2023-01-27 11:08:47.256465'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶